Strategy selection based on Equity Curve?

Is it possible to select strategies based on the best Equity Curve?

Stability

but best EQ curves mostly fail on unseen data – as a trader, you dont want to pick some “best” EQ curves, but the most robust ones, where the probability of future profits can be higher

Hello, hankeys,

So, how  to measure the robustness of the strategy?  Are there any good test standards？

Hankeys is right. A Good looking equity can be very misleading sometimes. The best test probably is a retest done using decent amount of ‘unseen’ data.

You also want to see good results when using WF analysis – the strategy must be stable across wider range of parameters applied

Also watch for the avg trade net profit. The strategy won’t be too sensitive to wider bid-ask spread and higher slippage and a high average helps here …

<p style=”text-align: center;”>by my research the best “robustnest” test is a tes on different markets